Index Catalog // ScholarsArchive@OSU

Skew diffusion with drift : a new class of stochastic processes with applications to parabolic equations with piecewise smooth coefficients

Creator:: Arachchi Appuhamillage, Thilanka Iresh
Abstract:: This thesis consists of three subsequent parts addressing the applications of stochastic processes to the analysis and solutions of parabolic equations with discontinuous coefficients that are of mathematical interest. The first two parts consist of three manuscripts, in which we analyze solutions of Fickian convection dispersion equations with discontinuous coefficients...
Resource Type:: Dissertation
Full Text:: Thilanka Iresh Arachchi Appuhamillage A THESIS submitted to Oregon State University in partial

First passage time of skew Brownian motion

Creator:: Appuhamillage, Thilanka and Sheldon, Daniel
Abstract:: Nearly fifty years after the introduction of skew Brownian motion by Itô and McKean (1963), the first passage time distribution remains unknown. In this paper, we first generalize results of Pitman and Yor (2001) and Csáki and Hu (2004) to derive formulae for the distribution of ranked excursion heights of...
Resource Type:: Article
Full Text:: TIME OF SKEW BROWNIAN MOTION THILANKA APPUHAMILLAGE,∗ Oregon State University DANIEL SHELDON

Skew Disperson and Continuity of Local Time

Creator:: Appuhamillage, Thilanka A., Waymire, Edward C., Thomann, Enrique A., Bokil, Vrushali A., and Wood, Brian D.
Abstract:: Results are provided that highlight the effect of interfacial discontinuities in the diffusion coefficient on the behavior of certain basic functionals of the diffusion, such as local times and occupation times, extending previous results in [2, 3] on the behavior of first passage times. The main goal is to obtain...
Resource Type:: Article
Full Text:: Time Appuhamillage, Thilanka A∗ Bokil, Vrushali A∗ Thomann, Enrique A∗ Waymire, Edward C∗+ Wood

Occupation and local times for skew Brownian motion with applications to dispersion across an interface

Creator:: Appuhamillage, T. A., Bokil, V. A., Thomann, E., Waymire, E., and Wood, B.
Abstract:: Advective skew dispersion is a natural Markov process defined ned by a di ffusion with drift across an interface of jump discontinuity in a piecewise constant diff usion coeffcient. In the absence of drift this process may be represented as a function of -skew Brownian motion for a uniquely determined...
Resource Type:: Article
Full Text:: DISPERSION ACROSS AN INTERFACE∗ By Thilanka Appuhamillage†, Vrushali Bokil†, Enrique Thomann†, Edward

Fundamental solution to the heat equation with a discontinuous diffusion coefficient with applications to Skew Brownian Motion and oceanography

Creator:: Harada, Sharon Julie
Abstract:: In this paper, we derive the fundamental solution to the heat equation with a discontinuous diffusion coefficient in the free space, with an absorbing boundary, and with a reflecting boundary. We use the fundamental solution with an absorbing boundary to make connections with the transition probability density of absorbed Skew...
Resource Type:: Masters Thesis
Full Text:: the Heat Equation with a Discontinuous Diffusion Coefficient and Applications to Skew Brownian Motion

Multiscale analysis of saturated flow in a porous medium with an adjacent thin channel

Creator:: Morales, Fernando A.
Abstract:: This thesis contains three parts addressing the asymptotic analysis of fluid flow through fully saturated porous medium in the presence of an adjacent thin channel. In the first part the problem is modeled by Darcy's law in both the porous medium and in the channel. The permeability in the channel...
Resource Type:: Dissertation
Full Text:: AN ABSTRACT OF THE THESIS OF Fernando A. Morales for the

Advection–Dispersion Across Interfaces

Creator:: Ramirez, Jorge M., Thomann, Enrique A., and Waymire, Edward C.
Abstract:: This article concerns a systemic manifestation of small scale interfacial heterogeneities in large scale quantities of interest to a variety of diverse applications spanning the earth, biological and ecological sciences. Beginning with formulations in terms of partial differential equations governing the conservative, advective-dispersive transport of mass concentrations in divergence form,...
Resource Type:: Article
Full Text:: Statistics, 2013 Advection–Dispersion Across Interfaces Jorge M. Ramirez, Enrique A. Thomann and Edward C

A thin codimension-one decomposition of the Hilbert Cube

Creator:: Phon-On, Aniruth
Abstract:: For cell-like upper semicontinuous(usc) decompositions G of finite dimensional manifolds M, the decomposition space M/G turns out to be an ANR provided M/G is finite dimensional ([Dav07], page 129 ). Furthermore, if M/G is finite dimensional and has the Disjoint Disks Property (DDP), then M/G is homeomorphic to M ([Dav07],...
Resource Type:: Dissertation
Full Text:: Mathematics presented on April 29, 2010. Title: A Thin Codimension-one Decomposition of the Hilbert Cube

2012 Winter OSU Corvallis Campus schedule of classes

Creator:: Oregon State University
Resource Type:: Other
Full Text:: 004 33506 2 MW 1300-1350 1/9/12-3/16/12 WALD 132 Stubblefield, A. ACADEMIC SUCCESS 116 005

2009 Spring OSU Corvallis Campus schedule of classes

Creator:: Oregon State University
Resource Type:: Other
Full Text:: SOC. Bourne, A. ASSURANCE & ATTESTATION SVCS 427 002 56197 4 MW 1400-1550 3/30/09-6

ScholarsArchive@OSU

Skew diffusion with drift : a new class of stochastic processes with applications to parabolic equations with piecewise smooth coefficients

First passage time of skew Brownian motion

Skew Disperson and Continuity of Local Time

Occupation and local times for skew Brownian motion with applications to dispersion across an interface

Fundamental solution to the heat equation with a discontinuous diffusion coefficient with applications to Skew Brownian Motion and oceanography

Multiscale analysis of saturated flow in a porous medium with an adjacent thin channel

Advection–Dispersion Across Interfaces

A thin codimension-one decomposition of the Hilbert Cube

2012 Winter OSU Corvallis Campus schedule of classes

2009 Spring OSU Corvallis Campus schedule of classes

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